Modelling Extreme Multivariate Events
Author:
Affiliation:
1. University of Sheffield; UK
Publisher
Wiley
Subject
Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2517-6161.1991.tb01830.x/fullpdf
Reference24 articles.
1. The Statistical Analysis of Compositional Data
2. The ordering of multivariate data (with discussion);Barnett;J. R. Statist. Soc. A,1976
3. Models for exceedances over high thresholds (with discussion);Davison;J. R. Statist. Soc. B,1990
4. An investigation of the frequency distributions of annual maxima at ports around Great Britain;Graff;Est. Coast. Shelf Sci.,1981
5. Distributions de valeurs extrêmes en plusieurs dimensions;Gumbel;Publ. Inst. Statist. Paris,1960
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